V-Lab: Kukdong Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kukdong Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.85% (-0.31%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1884	5.94
$α$	0.2231	8.43
$β$	0.6230	16.81
$γ_{1}$	-0.0814	-1.21
$γ_{2}$	0.0824	0.80
$γ_{3}$	0.1665	2.02
$γ_{4}$	-0.3666	-4.71
$γ_{5}$	0.3387	4.79
$γ_{6}$	-0.3109	-4.90
$γ_{7}$	0.3663	5.68
$γ_{8}$	-0.3425	-4.53
$γ_{9}$	0.2092	3.42

Estimation Period:
Dec 25, 1996 to Apr 30, 2024

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Volatility Forecasts